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EquityLoader.cpp
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68 lines (52 loc) · 1.56 KB
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#include "EquityLoader.h"
#include <chaiscript/utility/utility.hpp>
using namespace quantserver;
ScriptManager& EquityLoader::chai(ScriptManager& scriptManager)
{
chaiscript::ModulePtr m = chaiscript::ModulePtr(new chaiscript::Module());
CHAISCRIPT_CLASS( m,
EquityLoader,
(EquityLoader())
(EquityLoader(const EquityLoader&)),
((loadStock)(StockPtr (EquityLoader::*)(std::string&)))
((loadStock)(PtrStockVector (EquityLoader::*)(std::vector<std::string>& )))
);
scriptManager.engine().add(m) ;
return scriptManager ;
}
EquityLoader::EquityLoader(void)
{
}
EquityLoader::~EquityLoader(void)
{
}
StockPtr EquityLoader::loadStock(std::string& stock)
{
std::vector<std::string> singleSymbol ;
singleSymbol.push_back(stock) ;
PtrStockVector loaded = loadStock(singleSymbol);
if(loaded->size() > 0 )
{
return loaded->at(0);
}
else
{
return StockPtr();
}
}
PtrStockVector EquityLoader::loadStock(std::vector<std::string>& stocks)
{
ptr_stockMetaDataPtrCollection stockMetaDatas = additionalInfoLoader.getStockMetaData(stocks) ;
PtrStockVector toRt(new StockPtrVector);
for(int i = 0 ; i < stockMetaDatas->size() ; i++ )
{
const ptr_stockMetaData& meta = stockMetaDatas->at(i);
std::string historicalDataUrl = FinanceDataLoader::getYahooHistoricalDataUrl(meta->symbol());
FinanceDataLoader financeDataLoader(historicalDataUrl , true);
CSVParser csvParser(financeDataLoader.getLocalReadable());
StockPtr stockPtr(new Stock(meta->symbol() , meta));
stockPtr->loadData(csvParser);
toRt->push_back(stockPtr) ;
}
return toRt ;
}